Table of Contents

Class PolygonIOMessageAdapter

Namespace
StockSharp.PolygonIO
Assembly
StockSharp.PolygonIO.dll

The message adapter for StockSharp.PolygonIO.

[MediaIcon("polygonio_logo.svg")]
[Doc("topics/api/connectors/stock_market/polygonio.html")]
[Display(ResourceType = typeof(LocalizedStrings), Name = "PolygonIO", Description = "MarketDataConnector", GroupName = "MarketData")]
[MessageAdapterCategory(MessageAdapterCategories.US|MessageAdapterCategories.Stock|MessageAdapterCategories.FX|MessageAdapterCategories.History|MessageAdapterCategories.RealTime|MessageAdapterCategories.Free|MessageAdapterCategories.Candles|MessageAdapterCategories.Futures|MessageAdapterCategories.Options)]
public class PolygonIOMessageAdapter : AsyncMessageAdapter, ITokenAdapter
Inheritance
PolygonIOMessageAdapter
Implements
Extension Methods

Constructors

PolygonIOMessageAdapter(IdGenerator)

Initializes a new instance of the PolygonIOMessageAdapter.

public PolygonIOMessageAdapter(IdGenerator transactionIdGenerator)

Parameters

transactionIdGenerator IdGenerator

Transaction id generator.

Properties

AllTimeFrames

Possible time-frames.

public static IEnumerable<TimeSpan> AllTimeFrames { get; }

Property Value

IEnumerable<TimeSpan>

ConnectionType

Connection type.

[Display(ResourceType = typeof(LocalizedStrings), Name = "ConnectionType", Description = "ConnectionType", GroupName = "Connection", Order = 2)]
[BasicSetting]
public PolygonIOConnectionTypes ConnectionType { get; set; }

Property Value

PolygonIOConnectionTypes

FeatureName

public override string FeatureName { get; }

Property Value

string

Token

Token.

[Display(ResourceType = typeof(LocalizedStrings), Name = "Token", Description = "TokenDot", GroupName = "Connection", Order = 0)]
[BasicSetting]
public SecureString Token { get; set; }

Property Value

SecureString

Methods

ConnectAsync(ConnectMessage, CancellationToken)

public override ValueTask ConnectAsync(ConnectMessage connectMsg, CancellationToken cancellationToken)

Parameters

connectMsg ConnectMessage
cancellationToken CancellationToken

Returns

ValueTask

DisconnectAsync(DisconnectMessage, CancellationToken)

public override ValueTask DisconnectAsync(DisconnectMessage disconnectMsg, CancellationToken cancellationToken)

Parameters

disconnectMsg DisconnectMessage
cancellationToken CancellationToken

Returns

ValueTask

IsAllDownloadingSupported(DataType)

public override bool IsAllDownloadingSupported(DataType dataType)

Parameters

dataType DataType

Returns

bool

Load(SettingsStorage)

public override void Load(SettingsStorage storage)

Parameters

storage SettingsStorage

OnLevel1SubscriptionAsync(MarketDataMessage, CancellationToken)

protected override ValueTask OnLevel1SubscriptionAsync(MarketDataMessage mdMsg, CancellationToken cancellationToken)

Parameters

mdMsg MarketDataMessage
cancellationToken CancellationToken

Returns

ValueTask

OnNewsSubscriptionAsync(MarketDataMessage, CancellationToken)

protected override ValueTask OnNewsSubscriptionAsync(MarketDataMessage mdMsg, CancellationToken cancellationToken)

Parameters

mdMsg MarketDataMessage
cancellationToken CancellationToken

Returns

ValueTask

OnTFCandlesSubscriptionAsync(MarketDataMessage, CancellationToken)

protected override ValueTask OnTFCandlesSubscriptionAsync(MarketDataMessage mdMsg, CancellationToken cancellationToken)

Parameters

mdMsg MarketDataMessage
cancellationToken CancellationToken

Returns

ValueTask

OnTicksSubscriptionAsync(MarketDataMessage, CancellationToken)

protected override ValueTask OnTicksSubscriptionAsync(MarketDataMessage mdMsg, CancellationToken cancellationToken)

Parameters

mdMsg MarketDataMessage
cancellationToken CancellationToken

Returns

ValueTask

ResetAsync(ResetMessage, CancellationToken)

public override ValueTask ResetAsync(ResetMessage resetMsg, CancellationToken cancellationToken)

Parameters

resetMsg ResetMessage
cancellationToken CancellationToken

Returns

ValueTask

Save(SettingsStorage)

public override void Save(SettingsStorage storage)

Parameters

storage SettingsStorage

SecurityLookupAsync(SecurityLookupMessage, CancellationToken)

public override ValueTask SecurityLookupAsync(SecurityLookupMessage lookupMsg, CancellationToken cancellationToken)

Parameters

lookupMsg SecurityLookupMessage
cancellationToken CancellationToken

Returns

ValueTask